VINEX vs. MMS.L
Compare and contrast key facts about Vanguard International Explorer Fund (VINEX) and Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L).
VINEX is managed by Vanguard. It was launched on Nov 4, 1996. MMS.L is a passively managed fund by Amundi that tracks the performance of the MSCI EMU Small Cap NR EUR. It was launched on Sep 7, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VINEX or MMS.L.
Key characteristics
| VINEX | MMS.L | |
|---|---|---|
| YTD Return | 4.11% | -4.01% |
| 1Y Return | 17.59% | 4.44% |
| 3Y Return (Ann) | -5.54% | -2.98% |
| 5Y Return (Ann) | 2.85% | 4.36% |
| 10Y Return (Ann) | 4.31% | 5.54% |
| Sharpe Ratio | 1.21 | 0.18 |
| Sortino Ratio | 1.76 | 0.47 |
| Omega Ratio | 1.22 | 1.22 |
| Calmar Ratio | 0.58 | 0.29 |
| Martin Ratio | 6.38 | 0.34 |
| Ulcer Index | 2.82% | 13.19% |
| Daily Std Dev | 14.88% | 24.57% |
| Max Drawdown | -65.50% | -59.44% |
| Current Drawdown | -18.74% | -15.44% |
Correlation
The correlation between VINEX and MMS.L is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VINEX vs. MMS.L - Performance Comparison
In the year-to-date period, VINEX achieves a 4.11% return, which is significantly higher than MMS.L's -4.01% return. Over the past 10 years, VINEX has underperformed MMS.L with an annualized return of 4.31%, while MMS.L has yielded a comparatively higher 5.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VINEX vs. MMS.L - Expense Ratio Comparison
Both VINEX and MMS.L have an expense ratio of 0.40%.
Risk-Adjusted Performance
VINEX vs. MMS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Explorer Fund (VINEX) and Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
VINEX vs. MMS.L - Dividend Comparison
VINEX's dividend yield for the trailing twelve months is around 2.37%, less than MMS.L's 2.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VINEX Vanguard International Explorer Fund | 2.37% | 2.47% | 1.74% | 2.29% | 1.06% | 2.51% | 1.92% | 2.10% | 1.95% | 1.55% | 1.98% | 2.28% |
MMS.L Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist | 2.53% | 2.43% | 3.01% | 1.84% | 1.56% | 2.35% | 2.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VINEX vs. MMS.L - Drawdown Comparison
The maximum VINEX drawdown since its inception was -65.50%, which is greater than MMS.L's maximum drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for VINEX and MMS.L. For additional features, visit the drawdowns tool.
Volatility
VINEX vs. MMS.L - Volatility Comparison
Vanguard International Explorer Fund (VINEX) has a higher volatility of 3.18% compared to Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) at 2.23%. This indicates that VINEX's price experiences larger fluctuations and is considered to be riskier than MMS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.